NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 88.25 89.34 1.09 1.2% 87.89
High 89.91 89.81 -0.10 -0.1% 92.03
Low 87.38 88.63 1.25 1.4% 87.22
Close 89.29 88.92 -0.37 -0.4% 89.29
Range 2.53 1.18 -1.35 -53.4% 4.81
ATR 2.08 2.01 -0.06 -3.1% 0.00
Volume 23,525 21,192 -2,333 -9.9% 136,152
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.66 91.97 89.57
R3 91.48 90.79 89.24
R2 90.30 90.30 89.14
R1 89.61 89.61 89.03 89.37
PP 89.12 89.12 89.12 89.00
S1 88.43 88.43 88.81 88.19
S2 87.94 87.94 88.70
S3 86.76 87.25 88.60
S4 85.58 86.07 88.27
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 103.94 101.43 91.94
R3 99.13 96.62 90.61
R2 94.32 94.32 90.17
R1 91.81 91.81 89.73 93.07
PP 89.51 89.51 89.51 90.14
S1 87.00 87.00 88.85 88.26
S2 84.70 84.70 88.41
S3 79.89 82.19 87.97
S4 75.08 77.38 86.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.03 87.22 4.81 5.4% 2.56 2.9% 35% False False 25,527
10 92.03 87.22 4.81 5.4% 1.98 2.2% 35% False False 22,230
20 95.50 87.22 8.28 9.3% 1.91 2.1% 21% False False 22,936
40 98.50 87.22 11.28 12.7% 2.00 2.2% 15% False False 23,311
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.83
2.618 92.90
1.618 91.72
1.000 90.99
0.618 90.54
HIGH 89.81
0.618 89.36
0.500 89.22
0.382 89.08
LOW 88.63
0.618 87.90
1.000 87.45
1.618 86.72
2.618 85.54
4.250 83.62
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 89.22 88.83
PP 89.12 88.74
S1 89.02 88.65

These figures are updated between 7pm and 10pm EST after a trading day.

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